“PosDefException: matrix is not positive definite; Cholesky factorization failed.”
I am getting the above error when I try to do certain regressions such as the one below involving interaction terms involving some binary variables. Is this reflecting a multicolinearity (i.e. non-full rank) issue with the matrix of regressors? I think the regressors are of full rank, so I don’t know what the problem is. I also don’t know how to check whether they are of full rank. I don’t know how to reproduce this with a minimal example.
using GLM
sm = GLM.lm( @formula(inspection ~ DAV+
+ lag_violator_notHPV_DAV + lag_HPV_status_DAV), df)